+19.4%
PCG vs EWJ
+156.6%
-137.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -13.9% | +2.5% | -16.4% | -14.7% |
| 30D | -16.9% | +3.3% | -20.1% | -17.9% |
| 3M | -14.7% | +5.0% | -19.7% | -16.7% |
| 6M | -23.8% | +11.5% | -35.4% | -27.3% |
| YTD | -10.5% | +22.4% | -32.9% | -17.7% |
| 1Y | -5.1% | +30.2% | -35.3% | -14.9% |
| 3Y | -11.6% | +72.8% | -84.4% | -29.3% |
| 5Y | +59.0% | +54.1% | +4.9% | +32.2% |
| 10Y | -75.7% | +140.6% | -216.3% | -82.4% |
| All | +19.4% | +156.6% | -137.2% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling